bearish
A/H Premium Tracker (To 13 Dec 2024): Pairwise Intracorrelation and Vol Way Up, Premia Down
304 Views14 Dec 2024 19:28
AH Premia continue to narrow. This week by 1.1% after 1.0% the week before. Intracorrelation of pair direction is up as vol is up. Some names are too tight.
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